An Approximate Test for Homogeneity of Correlated Correlation Coefficients

An Approximate Test for Homogeneity of Correlated Correlation Coefficients This paper develops and evaluates an approximate procedure for testing homogeneity of an arbitrary subset of correlation coefficients among variables measured on the same set of individuals. The sample may have some missing data. The simple test statistic is a multiple of the variance of Fisher r-to-z transformed correlation coefficients relevant to the null hypothesis being tested and is referred to a chi-square distribution. The use of this test is illustrated through several examples. Given the approximate nature of the test statistics, the procedure was evaluated using a simulation study. The accuracy in terms of the nominal and the actual significance levels of this test for several null hypotheses of interest were evaluated. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Quality & Quantity Springer Journals

An Approximate Test for Homogeneity of Correlated Correlation Coefficients

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Publisher
Kluwer Academic Publishers
Copyright
Copyright © 2003 by Kluwer Academic Publishers
Subject
Social Sciences; Methodology of the Social Sciences; Social Sciences, general
ISSN
0033-5177
eISSN
1573-7845
D.O.I.
10.1023/A:1022567712647
Publisher site
See Article on Publisher Site

Abstract

This paper develops and evaluates an approximate procedure for testing homogeneity of an arbitrary subset of correlation coefficients among variables measured on the same set of individuals. The sample may have some missing data. The simple test statistic is a multiple of the variance of Fisher r-to-z transformed correlation coefficients relevant to the null hypothesis being tested and is referred to a chi-square distribution. The use of this test is illustrated through several examples. Given the approximate nature of the test statistics, the procedure was evaluated using a simulation study. The accuracy in terms of the nominal and the actual significance levels of this test for several null hypotheses of interest were evaluated.

Journal

Quality & QuantitySpringer Journals

Published: Oct 17, 2004

References

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